+70.5%
ICE vs ONTO
+51.5%
+19.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.3% |
| 7D | +3.6% | +17.5% | -13.9% | +4.0% |
| 30D | +15.1% | -15.7% | +30.7% | +14.9% |
| 3M | +15.4% | -39.7% | +55.1% | +14.9% |
| 6M | +16.1% | -26.5% | +42.6% | +15.3% |
| YTD | +11.4% | +29.0% | -17.6% | +8.4% |
| 1Y | +18.5% | +57.0% | -38.5% | +14.6% |
| 3Y | +70.5% | +50.0% | +20.5% | +51.1% |
| All | +70.5% | +51.5% | +19.0% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ONTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling